Restricted maximum of non-intersecting Brownian bridges

被引:0
|
作者
Yalanda, Yamit [1 ]
Zalduendo, Nicolas [2 ]
机构
[1] Univ Chile, Dept Ingn Matemat, Santiago, Chile
[2] Univ Lorraine, CNRS, Inria, IECL,UMR 7502, F-54000 Nancy, France
关键词
Non-intersecting Brownian bridges; KPZ universality class; random matrices; Airy2; process; antisymmetric Gaussian ensemble; MOTIONS;
D O I
10.1051/ps/2024007
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Consider a system of N non-intersecting Brownian bridges in [0,1], and let M-N(p) be the maximal height attained by the top path in the interval [0, p], p is an element of [0, 1]. It is known that, under a suitable rescaling, the distribution of M-N(p) converges, as N -> infinity, to a one-parameter family of distributions interpolating between the Tracy-Widom distributions for the Gaussian Orthogonal and Unitary Ensembles (corresponding, respectively, to p -> 1 and p -> 0). It is also known that, for fixed N, M-N(1) is distributed as the top eigenvalue of a random matrix drawn from the Laguerre Orthogonal Ensemble. Here we show a version of these results for M-N(p) for fixed N, showing that M-N(p) / root p converges in distribution, as p -> 0, to the rightmost charge in a generalized Laguerre Unitary Ensemble, which coincides with the top eigenvalue of a random matrix drawn from the Antisymmetric Gaussian Ensemble.
引用
收藏
页码:258 / 273
页数:16
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